Category
page 1Random matrices
random matrix
matrix-valued random variable
Wishart distribution
in statistics, a generalization to multiple dimensions of the chi-squared distribution or the gamma distribution
Wigner semicircle distribution
probability function used in mathematics
Montgomery's pair correlation conjecture
mathematical conjecture stated by Hugh Montgomery
matrix normal distribution
probability distribution
Tracy–Widom distribution
in statistics
Marchenko–Pastur distribution
distribution of singular values of large rectangular random matrices